Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | - | 0.70 CHF | - CHF | 450'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.18% |
19.11.2024 | - | 0.69 CHF | - CHF | 450'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 96.65% |
18.11.2024 | - | 0.75 CHF | - CHF | 450'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.40% |
15.11.2024 | 1.64% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 272'738 CHF | 92'413 CHF | 39.29% | 95.92% |
14.11.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 276'750 CHF | 93'750 CHF | 74.45% | 99.20% |
13.11.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 264'606 CHF | 89'702 CHF | 98.78% | 98.78% |
12.11.2024 | 1.67% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 267'249 CHF | 90'583 CHF | 99.36% | 99.36% |
11.11.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 275'936 CHF | 93'479 CHF | 94.49% | 98.30% |
08.11.2024 | 1.73% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 258'697 CHF | 87'732 CHF | 98.16% | 98.16% |
07.11.2024 | 1.65% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 270'737 CHF | 91'746 CHF | 98.64% | 98.64% |